+135.4%
XLP vs DKS
+237.0%
-101.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.3% | +9.4% | -7.1% | +1.4% |
| 30D | +9.1% | +9.8% | -0.7% | +8.1% |
| 3M | +7.9% | -29.3% | +37.1% | +10.6% |
| 6M | +9.6% | -32.6% | +42.2% | +12.7% |
| YTD | +19.4% | -22.6% | +42.0% | +21.0% |
| 1Y | +22.4% | -29.8% | +52.2% | +25.0% |
| 3Y | +43.2% | +43.2% | 0.0% | +33.3% |
| 5Y | +42.6% | +29.8% | +12.8% | +30.9% |
| 10Y | +135.4% | +236.7% | -101.3% | +77.1% |
| All | +135.4% | +237.0% | -101.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling